I think we really need to focus not just on Anandi, but Shiv's side of the equation here. Knowing all truth, he didn't have to accept. But, albeit with a heavy heart - he did do so. Why? I don't think its simply to honour her mother's last wish. Most likely his reasons r much more complex than that.
Maybe he just wants to b there for Anandi for his lifetime whether she accepts him or not. Love is not contingent on another's acceptance of that love is it?
We all dingay marro about love... but, true definition of love is selflessness. Shiv did the selfless thing here. As did Anandi. The only difference is that Anandi did it for her mother - and Shiv is doing it for Anandi.
I don't see the wrong in them being true to themselves and honest with each other. Its not romantic, hearts and flowers... but, love is not a painless emotion.